PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LEN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LENVOO
YTD Return4.65%11.88%
1Y Return46.08%28.15%
3Y Return (Ann)17.88%9.77%
5Y Return (Ann)26.82%15.64%
10Y Return (Ann)15.36%12.76%
Sharpe Ratio1.482.61
Daily Std Dev30.14%11.40%
Max Drawdown-94.28%-33.99%
Current Drawdown-9.60%-0.28%

Correlation

-0.50.00.51.00.5

The correlation between LEN and VOO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

LEN vs. VOO - Performance Comparison

In the year-to-date period, LEN achieves a 4.65% return, which is significantly lower than VOO's 11.88% return. Over the past 10 years, LEN has outperformed VOO with an annualized return of 15.36%, while VOO has yielded a comparatively lower 12.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
1,097.79%
524.06%
LEN
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Lennar Corporation

Vanguard S&P 500 ETF

Risk-Adjusted Performance

LEN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennar Corporation (LEN) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


LEN
Sharpe ratio
The chart of Sharpe ratio for LEN, currently valued at 1.48, compared to the broader market-2.00-1.000.001.002.003.004.001.48
Sortino ratio
The chart of Sortino ratio for LEN, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.006.002.00
Omega ratio
The chart of Omega ratio for LEN, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for LEN, currently valued at 1.99, compared to the broader market0.002.004.006.001.99
Martin ratio
The chart of Martin ratio for LEN, currently valued at 5.18, compared to the broader market-10.000.0010.0020.0030.005.18
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.61, compared to the broader market-2.00-1.000.001.002.003.004.002.61
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.67, compared to the broader market-4.00-2.000.002.004.006.003.67
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.46, compared to the broader market0.501.001.502.001.46
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.57, compared to the broader market0.002.004.006.002.57
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.28, compared to the broader market-10.000.0010.0020.0030.0010.28

LEN vs. VOO - Sharpe Ratio Comparison

The current LEN Sharpe Ratio is 1.48, which is lower than the VOO Sharpe Ratio of 2.61. The chart below compares the 12-month rolling Sharpe Ratio of LEN and VOO.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.48
2.61
LEN
VOO

Dividends

LEN vs. VOO - Dividend Comparison

LEN's dividend yield for the trailing twelve months is around 1.13%, less than VOO's 1.32% yield.


TTM20232022202120202019201820172016201520142013
LEN
Lennar Corporation
1.13%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%
VOO
Vanguard S&P 500 ETF
1.32%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LEN vs. VOO - Drawdown Comparison

The maximum LEN drawdown since its inception was -94.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LEN and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-9.60%
-0.28%
LEN
VOO

Volatility

LEN vs. VOO - Volatility Comparison

Lennar Corporation (LEN) has a higher volatility of 9.46% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that LEN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
9.46%
3.01%
LEN
VOO